I recently got a CotD gunner and have used it with an Allied Soldier Magus and the health shield from the CotD's ability doesn't combine properly with the ASM's reflect shield.
When I use the reflect shield first then the health shield the two work together as they should. However if I activate the health shield first then the reflect shield, the health shield will work as intended but the reflect shield doesn't ie no damage is reflected on the enemy when they attack.

Not sure if this is a known issue but thought I would make this post anyway.